updating dim red
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@@ -340,7 +340,8 @@ We have a data set defined by a design/feature matrix $\bm{X}$ (see below for it
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!split
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===== Introducing the Covariance and Correlation functions =====
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Before we discuss the PCA theorem, we need to remind ourselves about the definition of the covariance and the correlation function.
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Before we discuss the PCA theorem, we need to remind ourselves about
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the definition of the covariance and the correlation function.
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Suppose we have defined two vectors
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$\hat{x}$ and $\hat{y}$ with $n$ elements each. The covariance matrix $\bm{C}$ is defined as
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